← All authors Christopher J. Neely Federal Reserve Bank of St. Louis (from arXiv:2309.15705, 2023) · ORCID · OpenAlex
93 papers in scope · 92 published · 1 on the econ.EM arXiv · 4,992 citations · h-index 25 (over the papers listed here)
Papers (1 of 93)
Paul Blustein: King Dollar: The Past and Future of the World’s Dominant Currency
published 2025 · Business Economics
Mind your language: Market responses to central bank speeches
published 2024 · Journal of Econometrics · 11 citations · first circulated 2023
Why Have a Strategic Petroleum Reserve?
published 2024 · Economic Synopses
working paper 2023 · arXiv
Unconventional Monetary Policy and the Behavior of Shorts
published 2023 · Journal of money credit and banking · 3 citations · first circulated 2017
with Thomas H. McInish, Jade Planchon
The Rise and Fall of M2
published 2023 · Economic Synopses · 5 citations
The FDIC Studies “Options for Deposit Insurance Reform”
published 2023 · Economic Synopses · 5 citations
Modeling Professional Recession Forecasts
published 2023 · Economic Synopses
An Analysis of the Literature on International Unconventional Monetary Policy
published 2022 · Journal of Economic Literature · 101 citations · first circulated 2016
with Saroj Bhattarai
How persistent are unconventional monetary policy effects?
published 2022 · Journal of International Money and Finance · 20 citations · first circulated 2014
The Russian Invasion, Oil and Gasoline Prices, and Recession
published 2022 · Economic Synopses · 6 citations
A Shutoff of Russian Natural Gas
published 2022 · Economic Synopses · 1 citations
with Jason Dunn
Supply and demand shifts of shorts before Fed announcements during QE1–QE3
published 2021 · Economics Letters · first circulated 2020
with Thomas H. McInish, Jade Planchon
International Inflation Trends
published 2021 · Economic Synopses
Overshooting the Inflation Target
published 2021 · Economic Synopses
Can risk explain the profitability of technical trading in currency markets?
published 2020 · Journal of International Money and Finance · 14 citations · first circulated 2014
with Yuliya Ivanova, Paul Weller, Matthew Famiglietti, Paul A. Weller
Monetary Policy and Economic Performance since the Financial Crisis
published 2020 · Finance and Economics Discussion Series · 23 citations
with Dario Caldara, Etienne Gagnon, Enrique Martínez-García
Central Bank Responses to COVID-19
published 2020 · Economic Synopses · 17 citations
with Jacob Haas
Secondary Market Corporate Credit Facility Supports Main Street
published 2020 · Economic Synopses · 14 citations
with Bruce Mizrach
The Stock Market's Wild Ride
published 2020 · Economic Synopses · 2 citations
with Bruce Mizrach
Supporting Small Borrowers: ABS Markets and the TALF
published 2020 · Economic Synopses · 2 citations
with Bruce Mizrach
Federal Reserve System International Facilities
published 2020 · Economic Synopses · 2 citations
with Bruce Mizrach
Negative U.S. Interest Rates?
published 2020 · Economic Synopses · 1 citations
Fed Intervention in the To-Be-Announced Market for Mortgage-Backed Securities
published 2020 · Economic Synopses · 1 citations
with Bruce Mizrach
The response of multinationals’ foreign exchange rate exposure to macroeconomic news
published 2019 · Journal of International Money and Finance · 24 citations · first circulated 2017
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book
published 2019 · Journal of Econometrics · 22 citations · first circulated 2017
What to Expect from Quantitative Tightening
published 2019 · Economic Synopses · 3 citations
The Asset Holdings of the Bank of Japan
published 2019 · Economic Synopses · 1 citations
The Role of Jumps in Volatility Spillovers in Foreign Exchange Markets: Meteor Shower and Heat Waves Revisited
published 2018 · Journal of Business and Economic Statistics · 27 citations · first circulated 2014
with Jérôme Lahaye
Why Are U.S. Bond Yields So High?
published 2018 · Economic Synopses
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
published 2017 · Journal of Empirical Finance · 7 citations
with Kam Fong Chan, Robert G. Bowman, Kam Wah Chan
The People’s Bank of China Boosts the Yuan
published 2017 · Economic Synopses · 2 citations
Chinese Foreign Exchange Reserves and the U.S. Economy
published 2016 · Economic Synopses · 13 citations
Which continuous-time model is most appropriate for exchange rates?
published 2015 · Journal of Banking & Finance · 18 citations · first circulated 2013
How Much Do Oil Prices Affect Inflation?
published 2015 · Economic Synopses · 2 citations
Financial Engineering Versus Cancer
published 2015 · Economic Synopses · 1 citations
Common Fluctuations in OECD Budget Balances
published 2015 · Review · 2 citations · first circulated 2009
with David E. Rapach
Unconventional monetary policy had large international effects
published 2014 · Journal of Banking & Finance · 416 citations · first circulated 2010
Forecasting the Equity Risk Premium: The Role of Technical Indicators
published 2014 · Management Science · 1030 citations · first circulated 2010
with David E. Rapach, Jun Tu, Guofu Zhou
International channels of the Fed's unconventional monetary policy
published 2014 · Journal of International Money and Finance · 307 citations · first circulated 2012
with Michael D. Bauer
Lessons from the Taper Tantrum
published 2014 · Economic Synopses · 16 citations
Comparing International Bond Yields
published 2014 · Economic Synopses
Lessons from the evolution of foreign exchange trading strategies
published 2013 · Journal of Banking & Finance · 74 citations · first circulated 2011
with Paul A. Weller
Political Pressure on the Bank of Japan: Interference or Accountability?
published 2013 · Economic Synopses · 2 citations
Would It Help To Eliminate Interest on Reserves?
published 2013 · Economic Synopses · 1 citations
CAPITAL FLOWS AND JAPANESE ASSET VOLATILITY
published 2012 · Pacific Economic Review · 2 citations · first circulated 2011
with Brett W. Fawley
The Mysterious Greek Yield Curve
published 2012 · Economic Synopses · 7 citations
International comovements in inflation rates and country characteristics
published 2011 · Journal of International Money and Finance · 173 citations
with David E. Rapach
The Difference Between Currency Manipulation and Monetary Policy
published 2011 · Economic Synopses · 6 citations
The Great Foreign Exchange Intervention of 2011
published 2011 · Economic Synopses · 1 citations
Fiscal Policy and Expected Inflation
published 2011 · Economic Synopses
Jumps, cojumps and macro announcements
published 2010 · Journal of Applied Econometrics · 299 citations · first circulated 2007
Okun’s Law: Output and Unemployment
published 2010 · Economic Synopses · 33 citations
The Effects of Large-Scale Asset Purchases on TIPS Inflation Expectations
published 2010 · Economic Synopses · 14 citations
with Massimo Guidolin
How Central Should the Central Bank Be?” A Comment
published 2010 · Economic Synopses · 2 citations
U.S. Historical Experience with Deflation
published 2010 · Economic Synopses
The Dynamic Interaction of Trading Flows, Macroeconomic Announcements, and Exchange Rates
published 2009 · 68th International Atlantic Economic Conference
no link
The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market
published 2009 · Journal of Financial and Quantitative Analysis · 286 citations · first circulated 2006
with Paul A. Weller, Joshua M. Ulrich
Markets Worry More about Sovereign Debt
published 2009 · Economic Synopses · 1 citations
Foreign Exchange Volatility Is Priced in Equities
published 2008 · Financial Management · 18 citations · first circulated 2004
with Hui Guo, Jason Higbee
The Sovereign Wealth Funds of Nations
published 2008 · Economic Synopses · 20 citations
Information shares in the US Treasury market
published 2007 · Journal of Banking & Finance · 133 citations · first circulated 2005
with Bruce Mizrach
Forecasting foreign exchange volatility: Why is implied volatility biased and inefficient? And does it matter?
published 2007 · Journal of International Financial Markets Institutions and Money · 43 citations · first circulated 2002
Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model
published 2007 · Economics Letters · 59 citations · first circulated 2006
with Hui Guo
Central bank authorities' beliefs about foreign exchange intervention
published 2007 · Journal of International Money and Finance · 75 citations · first circulated 2006
Central bank intervention and exchange rate volatility, its continuous and jump components
published 2007 · International Journal of Finance & Economics · 61 citations · first circulated 2006
Exchange rate intervention
published 2007 · International Journal of Finance & Economics · 3 citations
with Mark P. Taylor
Central bank intervention with limited arbitrage
published 2007 · International Journal of Finance & Economics · 6 citations · first circulated 2006
with Paul A. Weller
One Dollar = One Loonie
published 2007 · Economic Synopses
Asian nations driving world oil prices
published 2007 · The Regional Economist
with Justin P. Hauke
no link
China’s Strategic Petroleum Reserve: A Drop in the Bucket
published 2007 · Economic Synopses
Can Markov switching models predict excess foreign exchange returns?
published 2006 · Journal of Banking & Finance · 117 citations · first circulated 2001
with Michael J. Dueker
Year-End Seasonality in One-Month LIBOR Derivatives
published 2006 · The Journal of Derivatives · 11 citations · first circulated 2003
with Drew B. Winters
The Puzzling Convergence in Foreign Exchange Volatility
published 2006 · Economic Synopses · 1 citations
Unwinding the Current Account Deficit
published 2005 · Economic Synopses · 16 citations
Will Oil Prices Choke Growth?
published 2004 · Economic Synopses · 1 citations
Miscommunication shook up mortgage, bond markets
published 2004 · The Regional Economist · 2 citations
no link
Endogenous realignments in a target zone
published 2003 · Oxford Economic Papers · 1 citations
Intraday technical trading in the foreign exchange market
published 2003 · Journal of International Money and Finance · 138 citations · first circulated 1999
with Paul A. Weller
Risk-adjusted, ex ante, optimal technical trading rules in equity markets
published 2003 · International Review of Economics & Finance · 79 citations · first circulated 1999
Global Factors in Budget Deficits
published 2003 · Economic Synopses · 6 citations
Bond Market Mania
published 2003 · Economic Synopses · 5 citations
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
published 2002 · Journal of International Economics · 109 citations · first circulated 2000
The Fed responds to Sept. 11 attacks
published 2002 · The Regional Economist
no link
How Expensive Are Stocks?
published 2002 · Economic Synopses
Technical analysis and central bank intervention
published 2001 · Journal of International Money and Finance · 98 citations · first circulated 1997
with Paul A. Weller
Risk Aversion Versus Intertemporal Substitution
published 2001 · Journal of Business and Economic Statistics · 70 citations
with Amlan Roy, Charles H. Whiteman
Predictability in International Asset Returns: A Reexamination
published 2000 · Journal of Financial and Quantitative Analysis · 55 citations · first circulated 1997
with Paul Weller, Paul A. Weller
Stock prices and consumption
published 2000 · Monetary Trends
no link
Target zones and conditional volatility: The role of realignments
published 1999 · Journal of Empirical Finance · 71 citations · first circulated 1994
Technical trading rules in the European Monetary System
published 1999 · Journal of International Money and Finance · 110 citations · first circulated 1997
with Paul A. Weller
Is Technical Analysis in the Foreign Exchange Market Profitable? A Genetic Programming Approach
published 1997 · Journal of Financial and Quantitative Analysis · 654 citations · first circulated 1996
with Paul Weller, Rob Dittmar, Paul A. Weller, Robert D. Dittmar
A BENEFIT‐COST ANALYSIS OF DISINFLATION
published 1997 · Contemporary Economic Policy · 10 citations
with Christopher J. Waller
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